CONSTANTINESCU, Liliana-Aurora; STEFANESCU, Camelia - In: Review of General Management 12 (2010) 2, pp. 51-58
The new Basel II enhancements cover all three pillars and they refer mainly to more strict rules and higher capital allocation for resecuritization and liquidity facilities, extension of prudent valuation guidance to the banking book, disclosure of liquidity information, more complex stress...